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~isPartOf:"Journal of banking & finance"
~person:"Hautsch, Nikolaus"
~subject:"Estimation"
~subject:"Informationsverhalten"
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Estimation
Informationsverhalten
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Hautsch, Nikolaus
Prokopczuk, Marcel
3
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Journal of banking & finance
SFB 649 discussion paper
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CFS working paper series
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ECONIS (ZBW)
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Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
2
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
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